CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 0.7210 0.7159 -0.0051 -0.7% 0.7164
High 0.7212 0.7193 -0.0019 -0.3% 0.7245
Low 0.7152 0.7154 0.0002 0.0% 0.7098
Close 0.7155 0.7167 0.0012 0.2% 0.7234
Range 0.0060 0.0039 -0.0021 -35.0% 0.0147
ATR 0.0066 0.0064 -0.0002 -2.9% 0.0000
Volume 81,746 71,553 -10,193 -12.5% 364,884
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7288 0.7267 0.7188
R3 0.7249 0.7228 0.7178
R2 0.7210 0.7210 0.7174
R1 0.7189 0.7189 0.7171 0.7200
PP 0.7171 0.7171 0.7171 0.7177
S1 0.7150 0.7150 0.7163 0.7161
S2 0.7132 0.7132 0.7160
S3 0.7093 0.7111 0.7156
S4 0.7054 0.7072 0.7146
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7633 0.7581 0.7315
R3 0.7486 0.7434 0.7274
R2 0.7339 0.7339 0.7261
R1 0.7287 0.7287 0.7247 0.7313
PP 0.7192 0.7192 0.7192 0.7206
S1 0.7140 0.7140 0.7221 0.7166
S2 0.7045 0.7045 0.7207
S3 0.6898 0.6993 0.7194
S4 0.6751 0.6846 0.7153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7245 0.7124 0.0121 1.7% 0.0052 0.7% 36% False False 71,672
10 0.7245 0.7098 0.0147 2.1% 0.0057 0.8% 47% False False 77,967
20 0.7336 0.7008 0.0328 4.6% 0.0067 0.9% 48% False False 88,453
40 0.7416 0.7008 0.0408 5.7% 0.0069 1.0% 39% False False 57,281
60 0.7416 0.7008 0.0408 5.7% 0.0067 0.9% 39% False False 38,254
80 0.7416 0.6835 0.0581 8.1% 0.0066 0.9% 57% False False 28,709
100 0.7416 0.6520 0.0896 12.5% 0.0074 1.0% 72% False False 22,980
120 0.7416 0.6379 0.1037 14.5% 0.0071 1.0% 76% False False 19,152
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7359
2.618 0.7295
1.618 0.7256
1.000 0.7232
0.618 0.7217
HIGH 0.7193
0.618 0.7178
0.500 0.7174
0.382 0.7169
LOW 0.7154
0.618 0.7130
1.000 0.7115
1.618 0.7091
2.618 0.7052
4.250 0.6988
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 0.7174 0.7195
PP 0.7171 0.7185
S1 0.7169 0.7176

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These figures are updated between 7pm and 10pm EST after a trading day.

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